Superstatistics with cut-off tails for financial time series (Q2160075)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Superstatistics with cut-off tails for financial time series |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Superstatistics with cut-off tails for financial time series |
scientific article |
Statements
Superstatistics with cut-off tails for financial time series (English)
0 references
2 August 2022
0 references
financial time series
0 references
stochastic volatility model
0 references
superstatistics
0 references
option pricing
0 references
Brownian yet non-Gaussian diffusion
0 references
0 references
